Dirichlet form and Interacting Particle Systems: Difference between pages

From nonlocal pde
(Difference between pages)
Jump to navigation Jump to search
imported>Nestor
No edit summary
 
imported>Nestor
No edit summary
 
Line 1: Line 1:
$$
The (second order) integro-differential equation
\newcommand{\dd}{\mathrm{d}}
\[ \begin{array}{rl}
\newcommand{\R}{\mathbb{R}}
\partial_t \rho &= \text{div} \left( D(\rho) \nabla \rho+\sigma(\rho) \nabla V[\rho]\right )\\
$$
V[\rho] & = J * \rho
\end{array}\]
describes at the macroscopic scale the phase segregation in  a gas whose particles are interacting at long ranges, as shown by Giacomin and Lebowitz <ref name="GL97"/>. This equation not only arises as the limit of the microscopic system but the approximation is good enough to capture both qualitative and quantitative phenomena of the microscopic system <ref name="GL97"/>. More concretely, the above equation arises as the hydrodynamic limit of an interacting particle system evolving by the so called Kawasaki dynamics. Giacomin and Lebowitz also note that unlike the standard Cahn-Hilliard equation, the above integro-differential equation has been shown rigorously to arise as the macroscopic limit of a microscopic model of interacting particles <ref name="GL97"/>.


A Dirichlet form in $\mathbb{R}^n$ is a bilinear function


\begin{equation*}
== The interacting particle system ==
\mathcal{E}: D\times D \to \mathbb{R}
\end{equation*}


with the following properties
At the microscopic level, the system is described by a function


1) The domain $D$ is a dense subset of $\mathbb{R}^n$
\[ \eta  : \Lambda_\gamma \to \{ 0,1\} \]


2) $\mathcal{E}$ is symmetric, that is $\mathcal{E}(u,v)=\mathcal{E}(v,u)$ for any $u,v \in D$.
where  $\gamma>0$ taken very small represents the spatial scale and  $\Lambda_\gamma $ denotes the finite $d$-dimensional lattice


3) $\mathcal{E}(u,u) \geq 0$ for any $u \in D$.
\[ \Lambda_\gamma = \{ 1,2,...,[\gamma^{-1}]\}^d\]


4) The set $D$ equipped with the inner product defined by $(u,v)_{\mathcal{E}} := (u,v)_{L^2(\mathbb{R}^n)} + \mathcal{E}(u,v)$ is a real Hilbert space.
in other words, a cube inside $\mathbb{Z}^d$ with sides given by $[\gamma^{-1}]$, as $\gamma \to 0$, this exhausts all of $\mathbb{Z}^d$. The set of all posible configurations $\eta$ will be denoted by $\Omega_\gamma$, this is the state space where the (microscopic scale) dynamics takes place. As $\gamma \to 0$ we expect to recover the above as a limiting dynamical system the integro-differential equation listed above, of course first we have to describe the microscopic dynamics.


5) For any $u \in D$ we have that $u_* = (u\vee 0) \wedge 1 \in D$ and $\mathcal{E}(u_*,u_*)\leq \mathcal{E}(u,u)$
Given any initial condition $\eta_0 : \Lambda_\gamma \to \{0,1\}$, we consider a stochastic Poisson jump process with values in $\Lambda_\gamma$ generated by the operator


\[ L_\gamma f(\eta) = \sum \limits_{x,y\in \Lambda_\gamma} c_\gamma(x,y;\eta) \left (f(\eta^{x,y})-f(\eta) \right )\]


An example of a Dirichlet form is given by  any integral of the form
where $\eta^{x,y}$ denotes the state $\eta$ where the values at $x$ and $y$ have been interchanged and the kernel $c_\gamma(x,y;\eta)$ is defined as
\begin{equation*}
\mathcal{E}(u,v) = \iint_{\R^n \times \R^n} (u(y)-u(x))(v(y)-v(x))k(x,y)\, \dd x \dd y
\end{equation*}
where $K$ is some non-negative symmetric kernel.


If the kernel $K$ satisfies the bound $K(x,y) \leq \Lambda |x-y|^{-n-s}$, then the quadratic form is bounded in $\dot H^{s/2}$ . If moreover, $\lambda |x-y|^{-n-s} \leq K(x,y)$, then the form is comparable to the norm in $\dot H^{s/2}$ squared and in that case the set $D \subset L^2(\mathbb{R}^n)$ defined above is given by  $H^{s/2}(\mathbb{R}^n)$
\[c_\gamma(x,y;\eta) = \left \{ \begin{array}{rl}
\Phi \left ( \beta\left [ H(\eta^{x,y}-H(\eta) \right ] \right) & \text{ if }\; |x-y|=1\\
0 & \text{ otherwise }
  \end{array}\right.\]


Dirichlet forms are natural generalizations of the Dirichlet integrals
\[ \int a_{ij}(x) \partial_i u \partial_j u \dd x, \]
where $a_{ij}$ is elliptic.
The Euler-Lagrange equation of a Dirichlet form is a fractional order version of elliptic equations in divergence form. They are studied using variational methods and they are expected to satisfy similar properties <ref name="BBCK"/><ref name="K"/><ref name="CCV"/>.


== References ==
== References ==
(There should be a lot more references here)
{{reflist|refs=
{{reflist|refs=
<ref name="CCV">{{Citation | last1=Caffarelli | first1=Luis | last2=Chan | first2=Chi Hin | last3=Vasseur | first3=Alexis | title= | doi=10.1090/S0894-0347-2011-00698-X | year=2011 | journal=[[Journal of the American Mathematical Society]] | issn=0894-0347 | issue=24 | pages=849–869}}</ref>
<ref name="BBCK">{{Citation | last1=Barlow | first1=Martin T. | last2=Bass | first2=Richard F. | last3=Chen | first3=Zhen-Qing | last4=Kassmann | first4=Moritz | title=Non-local Dirichlet forms and symmetric jump processes | url=http://dx.doi.org/10.1090/S0002-9947-08-04544-3 | doi=10.1090/S0002-9947-08-04544-3 | year=2009 | journal=[[Transactions of the American Mathematical Society]] | issn=0002-9947 | volume=361 | issue=4 | pages=1963–1999}}</ref>
<ref name="K">{{Citation | last1=Kassmann | first1=Moritz | title=A priori estimates for integro-differential operators with measurable kernels | url=http://dx.doi.org/10.1007/s00526-008-0173-6 | doi=10.1007/s00526-008-0173-6 | year=2009 | journal=Calculus of Variations and Partial Differential Equations | issn=0944-2669 | volume=34 | issue=1 | pages=1–21}}</ref>
}}


<ref name="GL97"> {{Citation | last1=Lebowitz | first1=Joel | last2=Giacomin | first2=Giambattista | title=Phase segregation dynamics in particle systems with long range interactions. I. Macroscopic limits | doi=10.1007/BF02181479 | year=1997 | journal=Journal of Statistical Physics | issn=0022-4715 | volume=87 | issue=1 | pages=37–61}} </ref>


{{stub}}
}}

Revision as of 00:35, 1 February 2012

The (second order) integro-differential equation \[ \begin{array}{rl} \partial_t \rho &= \text{div} \left( D(\rho) \nabla \rho+\sigma(\rho) \nabla V[\rho]\right )\\ V[\rho] & = J * \rho \end{array}\] describes at the macroscopic scale the phase segregation in a gas whose particles are interacting at long ranges, as shown by Giacomin and Lebowitz [1]. This equation not only arises as the limit of the microscopic system but the approximation is good enough to capture both qualitative and quantitative phenomena of the microscopic system [1]. More concretely, the above equation arises as the hydrodynamic limit of an interacting particle system evolving by the so called Kawasaki dynamics. Giacomin and Lebowitz also note that unlike the standard Cahn-Hilliard equation, the above integro-differential equation has been shown rigorously to arise as the macroscopic limit of a microscopic model of interacting particles [1].


The interacting particle system

At the microscopic level, the system is described by a function

\[ \eta : \Lambda_\gamma \to \{ 0,1\} \]

where $\gamma>0$ taken very small represents the spatial scale and $\Lambda_\gamma $ denotes the finite $d$-dimensional lattice

\[ \Lambda_\gamma = \{ 1,2,...,[\gamma^{-1}]\}^d\]

in other words, a cube inside $\mathbb{Z}^d$ with sides given by $[\gamma^{-1}]$, as $\gamma \to 0$, this exhausts all of $\mathbb{Z}^d$. The set of all posible configurations $\eta$ will be denoted by $\Omega_\gamma$, this is the state space where the (microscopic scale) dynamics takes place. As $\gamma \to 0$ we expect to recover the above as a limiting dynamical system the integro-differential equation listed above, of course first we have to describe the microscopic dynamics.

Given any initial condition $\eta_0 : \Lambda_\gamma \to \{0,1\}$, we consider a stochastic Poisson jump process with values in $\Lambda_\gamma$ generated by the operator

\[ L_\gamma f(\eta) = \sum \limits_{x,y\in \Lambda_\gamma} c_\gamma(x,y;\eta) \left (f(\eta^{x,y})-f(\eta) \right )\]

where $\eta^{x,y}$ denotes the state $\eta$ where the values at $x$ and $y$ have been interchanged and the kernel $c_\gamma(x,y;\eta)$ is defined as

\[c_\gamma(x,y;\eta) = \left \{ \begin{array}{rl} \Phi \left ( \beta\left [ H(\eta^{x,y}-H(\eta) \right ] \right) & \text{ if }\; |x-y|=1\\ 0 & \text{ otherwise } \end{array}\right.\]


References

  1. 1.0 1.1 1.2 Lebowitz, Joel; Giacomin, Giambattista (1997), "Phase segregation dynamics in particle systems with long range interactions. I. Macroscopic limits", Journal of Statistical Physics 87 (1): 37–61, doi:10.1007/BF02181479, ISSN 0022-4715